+47.7%
AMGN vs FN
-20.4%
+68.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.9% | -10.8% | +1.0% |
| 7D | 0.0% | +16.3% | -16.3% | -0.1% |
| 30D | +12.1% | -24.7% | +36.9% | +12.3% |
| 3M | +13.9% | -34.9% | +48.8% | +14.4% |
| 6M | +42.1% | -41.1% | +83.2% | +43.0% |
| YTD | +45.0% | -19.6% | +64.7% | +42.1% |
| All | +47.7% | -20.4% | +68.2% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling